Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 226'113 CHF | 227'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 233'943 CHF | 235'243 CHF | 99.90% | 99.90% |
18.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 234'659 CHF | 235'940 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 122'593 | 122'593 | 228'518 CHF | 229'744 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 130'000 | 130'000 | 129'008 | 129'008 | 237'547 CHF | 238'837 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 126'489 | 126'489 | 231'649 CHF | 232'914 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 130'000 | 130'000 | 122'200 | 122'200 | 227'266 CHF | 228'488 CHF | 99.88% | 99.88% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 231'206 CHF | 232'406 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 225'341 CHF | 226'541 CHF | 98.95% | 98.95% |
07.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 130'000 | 130'000 | 123'475 | 123'475 | 229'371 CHF | 230'605 CHF | 100.00% | 100.00% |